Money management strategies. Martingale. - page 16

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PapaYozh писал(а) >>

Are you suggesting we forget about relationships?

Relationships are a kind of process. They too have states that are also subject to change.

 
PapaYozh >> :

Sadly, yes. :(

So back to the 'pipe' strategy.

Let's assume that we have estimated the parameters to figure 5.2.

Will M.'s strategy on the boundary give us an advantage?

 
Sorento писал(а) >>

So back to the 'pipe' strategy.

Suppose we have estimated the parameters to Figure 5.2.

Will M.'s strategy on the boundary give us an advantage?

I think YES.

paukas posted a link to the article.

It is almost impossible to make an entry in such a way that the market starts moving towards your trade. Sometimes it only goes a few pips against your position and then starts moving in its direction. But sometimes the market can roll back a few hundred pips from your initial entry level to turn a losing trade into a profitable one.
 
api писал(а) >>

Relationships are a kind of process. They, too, have states that are also subject to change.

No, relations are not a kind of process.

 
paukas >> :

You see, there are no "martingales" in nature. It's all a human invention.

And in nature almost all processes are inertial, including cupras movements.

And you call course movements inertial? an hour before rolls a couple of points, and an hour of rolls 150 (old ones, of course); and this is inertial?! I'm not talking about waving, I'm talking specifically about courses.

There is course inertia, but it is not regular and only appears during a trend. It is not an unconditional law as in mechanics.

Regarding martingale: yes, it is a theoretical construct, but I don't agree that it is irrelevant to practice. The development of the theory of Wiener processes (a special case of the martingale) was directly related to the practical needs of radio engineering, at least in Russia.

2 Avals: Slava, your graphs don't have to be a pure straight line. They are just statistical fluctuations, quite consistent with the nature of the process. (45+-3) thousand on the cable is not much of a fluctuation, agree. But if there were a dip to 20 or a spike to 70 thousand - yes, it would be worth thinking about as a significant violation of the uniform distribution.

 
PapaYozh писал(а) >>

I think YES.

paukas posted a link to the article.

Of course, the "a few hundred pips" mentioned is not about intraday trading on FX, but a few tens of pips against a pose is quite the case.

 
PapaYozh >> :

I think YES.

paukas posted a link to the article.

Incoherent babble - as for the article.

Some forum posts are more informative.

 
PapaYozh >> :

paukas posted a link to the article.


I can tell you about this article, I finished modelling a 10% strategy yesterday. Nothing good. The stop decreased and the profit decreased proportionally. It did not affect the probability of entry.
 
IlyaA писал(а) >>

I can say about this article, I finished modelling the 10% strategy yesterday. Nothing good. The stop decreased and the profit decreased proportionally. It didn't affect entry probabilities.

That article is not dogma, but a guide to action.

I use a martingale for position formation when trading inside the channel, i.e. my entry is spread out. It allows to open before reaching a border, but with small risk (small lot), add on the border (bigger lot), and over the border (when Cosolidation comes).

 
Mathemat писал(а) >>

And you call course movements inertia? .

Course inertia is there, but it's not regular and only appears during a trend...

Yes. And with good reason. The more pips the price has moved from point A- the more likely it is that it will continue to move for some time t

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